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inline position lib
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break out safemath libs separately

rename/refactor aggregate lib to feevoting

use setPosition everywhere
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@NoahZinsmeister
NoahZinsmeister committed Jul 7, 2020
1 parent 66a10f0 commit c41aac6
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95 changes: 54 additions & 41 deletions contracts/UniswapV3Pair.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -6,27 +6,24 @@ pragma experimental ABIEncoderV2;
import '@uniswap/lib/contracts/libraries/TransferHelper.sol';
import '@uniswap/lib/contracts/libraries/FixedPoint.sol';
import '@uniswap/lib/contracts/libraries/Babylonian.sol';
import '@openzeppelin/contracts/math/SafeMath.sol';

import './interfaces/IUniswapV3Pair.sol';
import { Aggregate, AggregateFunctions } from './libraries/AggregateFeeVote.sol';
import { Position, PositionFunctions } from './libraries/Position.sol';
import './libraries/SafeMath112.sol';
import './interfaces/IUniswapV3Factory.sol';
import './interfaces/IUniswapV3Callee.sol';
import './libraries/FeeVoting.sol';
import './libraries/SafeMath.sol';
import './libraries/FixedPointExtra.sol';
import './libraries/TickMath.sol';
import './libraries/PriceMath.sol';

import './interfaces/IUniswapV3Pair.sol';
import './interfaces/IUniswapV3Factory.sol';
import './interfaces/IUniswapV3Callee.sol';

contract UniswapV3Pair is IUniswapV3Pair {
using SafeMath for uint;
using SafeMath112 for uint112;
using SafeMath112 for int112;
using AggregateFunctions for Aggregate;
using PositionFunctions for Position;
using SafeMathUint112 for uint112;
using SafeMathInt112 for int112;
using FixedPoint for FixedPoint.uq112x112;
using FixedPointExtra for FixedPoint.uq112x112;
using FixedPoint for FixedPoint.uq144x112;
using FixedPointExtra for FixedPoint.uq112x112;

uint112 public constant override MINIMUM_LIQUIDITY = 10**3;
uint16 public constant MAX_FEEVOTE = 6000; // 60 bps
Expand Down Expand Up @@ -59,11 +56,21 @@ contract UniswapV3Pair is IUniswapV3Pair {
mapping (int16 => int112) deltas; // mapping from tick indexes to amount of token0 kicked in or out when tick is crossed going from left to right (token0 price going up)

uint112 public totalFeeVote;
Aggregate aggregateFeeVote;
mapping (int16 => Aggregate) deltaFeeVotes; // mapping from tick indexes to amount of token0 kicked in or out when tick is crossed
FeeVoting.Aggregate aggregateFeeVote;
mapping (int16 => FeeVoting.Aggregate) deltaFeeVotes; // mapping from tick indexes to amount of token0 kicked in or out when tick is crossed

// TODO: is this really the best way to map (address, int16, int16) to position
// keccak256(abi.encodePacked(address, int16, int16))
struct Position {
// liquidity is adjusted virtual liquidity tokens (sqrt(reserve0 * reserve1)), not counting fees since last sync
// these units do not increase over time with accumulated fees. it is always sqrt(reserve0 * reserve1)
// liquidity stays the same if pinged with 0 as liquidityDelta, because accumulated fees are collected when synced
uint112 liquidity;
// lastNormalizedLiquidity is (liquidity / growthInRange) as of last sync
// lastNormalizedLiquidity is smaller than liquidity if any fees have previously been earned in the range
// and gets even smaller when pinged if any fees were earned in the range
uint112 lastNormalizedLiquidity;
uint16 feeVote; // this provider's vote for fee, in 1/100ths of a bp
}
// TODO: is this the best way to map (address, int16, int16) to position?
mapping (bytes32 => Position) positions;

uint private unlocked = 1;
Expand Down Expand Up @@ -202,19 +209,19 @@ contract UniswapV3Pair is IUniswapV3Pair {
require(price._x > TickMath.getPrice(startingTick)._x && price._x < TickMath.getPrice(startingTick + 1)._x);
bool feeOn = _mintFee(0, 0);
liquidity = uint112(Babylonian.sqrt(uint(amount0) * amount1).sub(MINIMUM_LIQUIDITY));
positions[keccak256(abi.encodePacked(address(0), TickMath.MIN_TICK, TickMath.MAX_TICK))] = Position({
setPosition(address(0), TickMath.MIN_TICK, TickMath.MAX_TICK, Position({
liquidity: MINIMUM_LIQUIDITY,
lastNormalizedLiquidity: MINIMUM_LIQUIDITY,
feeVote: feeVote
});
positions[keccak256(abi.encodePacked(msg.sender, TickMath.MIN_TICK, TickMath.MAX_TICK))] = Position({
}));
setPosition(msg.sender, TickMath.MIN_TICK, TickMath.MAX_TICK, Position({
liquidity: liquidity,
lastNormalizedLiquidity: liquidity,
feeVote: feeVote
});
}));
uint112 totalLiquidity = liquidity + MINIMUM_LIQUIDITY;
virtualSupply = totalLiquidity;
aggregateFeeVote = Aggregate({
aggregateFeeVote = FeeVoting.Aggregate({
numerator: int112(feeVote).mul(int112(totalLiquidity)),
denominator: int112(totalLiquidity)
});
Expand All @@ -230,18 +237,21 @@ contract UniswapV3Pair is IUniswapV3Pair {
}

// called when adding or removing liquidity that is within range
function updateVirtualLiquidity(int112 liquidity, Aggregate memory deltaFeeVote) private returns (int112 virtualAmount0, int112 virtualAmount1) {
function updateVirtualLiquidity(int112 liquidity, FeeVoting.Aggregate memory deltaFeeVote)
private
returns (int112 virtualAmount0, int112 virtualAmount1)
{
(uint112 _reserve0, uint112 _reserve1,) = getReserves(); // gas savings
(virtualAmount0, virtualAmount1) = getBalancesAtPrice(liquidity, FixedPoint.encode(reserve1).div(reserve0));
bool feeOn = _mintFee(_reserve0, _reserve1);
uint112 _virtualSupply = virtualSupply; // gas savings, must be defined here since virtualSupply can update in _mintFee
// price doesn't change, so no need to update oracle
virtualSupply = _virtualSupply.sadd(int112(int(virtualAmount0) * int(_virtualSupply) / int(reserve0)));
_reserve0 = _reserve0.sadd(virtualAmount0);
_reserve1 = _reserve1.sadd(virtualAmount1);
virtualSupply = _virtualSupply.add(int112(int(virtualAmount0) * int(_virtualSupply) / int(reserve0)));
_reserve0 = _reserve0.add(virtualAmount0);
_reserve1 = _reserve1.add(virtualAmount1);
(reserve0, reserve1) = (_reserve0, _reserve1);
if (feeOn) kLast = uint(_reserve0).mul(_reserve1);
aggregateFeeVote = aggregateFeeVote.add(deltaFeeVote);
aggregateFeeVote = FeeVoting.add(aggregateFeeVote, deltaFeeVote);
}

function _initializeTick(int16 tickIndex) private {
Expand Down Expand Up @@ -282,7 +292,7 @@ contract UniswapV3Pair is IUniswapV3Pair {
function setPosition(int112 liquidityDelta, int16 lowerTick, int16 upperTick, uint16 feeVote) external override lock {
int112 amount0;
int112 amount1;
Aggregate memory deltaFeeVote;
FeeVoting.Aggregate memory deltaFeeVote;
require(feeVote > MIN_FEEVOTE && feeVote < MAX_FEEVOTE, "UniswapV3: INVALID_FEE_VOTE");
require(lowerTick < upperTick, "UniswapV3: BAD_TICKS");
{ // scope to help with compilation
Expand All @@ -299,14 +309,14 @@ contract UniswapV3Pair is IUniswapV3Pair {
(amount0, amount1) = getBalancesAtPrice(-feeLiquidity, FixedPoint.encode(reserve1).div(reserve0));
}
// update position
Aggregate memory oldFeeVote = PositionFunctions.totalFeeVote(position);
FeeVoting.Aggregate memory oldFeeVote = FeeVoting.totalFeeVote(position);
Position memory newPosition = Position({
liquidity: position.liquidity.sadd(liquidityDelta),
lastNormalizedLiquidity: growthInside.reciprocal().mul112(position.liquidity.sadd(liquidityDelta)).decode(),
liquidity: position.liquidity.add(liquidityDelta),
lastNormalizedLiquidity: growthInside.reciprocal().mul112(position.liquidity.add(liquidityDelta)).decode(),
feeVote: feeVote
});
setPosition(msg.sender, lowerTick, upperTick, newPosition);
deltaFeeVote = PositionFunctions.totalFeeVote(newPosition).sub(oldFeeVote);
deltaFeeVote = FeeVoting.sub(FeeVoting.totalFeeVote(newPosition), oldFeeVote);
}
// calculate how much the newly added/removed shares are worth at lower ticks and upper ticks
(int112 lowerToken0Balance, int112 lowerToken1Balance) = getBalancesAtTick(liquidityDelta, lowerTick);
Expand All @@ -315,8 +325,8 @@ contract UniswapV3Pair is IUniswapV3Pair {
deltas[lowerTick] = deltas[lowerTick].add(lowerToken0Balance);
deltas[upperTick] = deltas[upperTick].sub(upperToken0Balance);
// update fee votes
deltaFeeVotes[lowerTick] = deltaFeeVotes[lowerTick].add(deltaFeeVote);
deltaFeeVotes[upperTick] = deltaFeeVotes[upperTick].sub(deltaFeeVote);
deltaFeeVotes[lowerTick] = FeeVoting.add(deltaFeeVotes[lowerTick], deltaFeeVote);
deltaFeeVotes[upperTick] = FeeVoting.sub(deltaFeeVotes[upperTick], deltaFeeVote);
if (currentTick < lowerTick) {
amount1 = amount1.add(upperToken1Balance.sub(lowerToken1Balance));
} else if (currentTick < upperTick) {
Expand Down Expand Up @@ -347,15 +357,15 @@ contract UniswapV3Pair is IUniswapV3Pair {
int16 _currentTick = currentTick;
uint112 amountInLeft = uint112(amountIn);
uint112 amountOut = 0;
Aggregate memory _aggregateFeeVote = aggregateFeeVote;
FeeVoting.Aggregate memory _aggregateFeeVote = aggregateFeeVote;
while (amountInLeft > 0) {
FixedPoint.uq112x112 memory price = TickMath.getPrice(_currentTick);
// compute how much would need to be traded to get to the next tick down
{ // scope
uint112 maxAmount = PriceMath.getTradeToRatio(_reserve0, _reserve1, aggregateFeeVote.averageFee(), price);
uint112 maxAmount = PriceMath.getTradeToRatio(_reserve0, _reserve1, FeeVoting.averageFee(aggregateFeeVote), price);
uint112 amountInStep = (amountInLeft > maxAmount) ? maxAmount : amountInLeft;
// execute the sell of amountToTrade
uint112 adjustedAmountToTrade = amountInStep * (1000000 - _aggregateFeeVote.averageFee()) / 1000000;
uint112 adjustedAmountToTrade = amountInStep * (1000000 - FeeVoting.averageFee(_aggregateFeeVote)) / 1000000;
uint112 amountOutStep = (adjustedAmountToTrade * _reserve1) / (_reserve0 + adjustedAmountToTrade);
amountOut = amountOut.add(amountOutStep);
_reserve0 = _reserve0.add(amountInStep);
Expand All @@ -370,14 +380,17 @@ contract UniswapV3Pair is IUniswapV3Pair {
}
// TODO (eventually): batch all updates, including from mintFee
bool feeOn = _mintFee(_reserve0, _reserve1);
FixedPoint.uq112x112 memory _oldGrowthOutside = _oldTickInfo.growthOutside._x != 0 ? _oldTickInfo.growthOutside : FixedPoint.encode(uint112(1));
FixedPoint.uq112x112 memory _oldGrowthOutside = _oldTickInfo.growthOutside._x != 0 ?
_oldTickInfo.growthOutside :
FixedPoint.encode(uint112(1));
// kick in/out liquidity
int112 _delta = deltas[_currentTick] * -1; // * -1 because we're crossing the tick from right to left
_reserve0 = _reserve0.sadd(_delta);
_reserve1 = _reserve1.sadd(price.smul112(_delta));
virtualSupply = virtualSupply.sadd(int112(int(virtualSupply) * int(_delta) / int(_reserve0)));
_reserve0 = _reserve0.add(_delta);
_reserve1 = _reserve1.add(price.smul112(_delta));
virtualSupply = virtualSupply.add(int112(int(virtualSupply) * int(_delta) / int(_reserve0)));
// kick in/out fee votes
_aggregateFeeVote = _aggregateFeeVote.sub(deltaFeeVotes[_currentTick]); // sub because we're crossing the tick from right to left
// sub because we're crossing the tick from right to left
_aggregateFeeVote = FeeVoting.sub(_aggregateFeeVote, deltaFeeVotes[_currentTick]);
// update tick info
tickInfos[_currentTick] = TickInfo({
// overflow is desired
Expand Down
25 changes: 17 additions & 8 deletions contracts/libraries/AggregateFeeVote.sol → contracts/libraries/FeeVoting.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -2,17 +2,19 @@

pragma solidity >=0.6.8;

import "./SafeMath112.sol";
import "./SafeMath.sol";

import "../UniswapV3Pair.sol";

// functions for aggregate fee votes

struct Aggregate {
int112 numerator;
int112 denominator;
}
library FeeVoting {
struct Aggregate {
int112 numerator;
int112 denominator;
}

library AggregateFunctions {
using SafeMath112 for int112;
using SafeMathInt112 for int112;

function add(Aggregate memory x, Aggregate memory y) internal pure returns (Aggregate memory) {
// freshman sum
Expand All @@ -23,13 +25,20 @@ library AggregateFunctions {
}

function sub(Aggregate memory x, Aggregate memory y) internal pure returns (Aggregate memory) {
// freshman... difference
// freshman...difference
return Aggregate({
numerator: x.numerator.sub(y.numerator),
denominator: x.denominator.sub(y.denominator)
});
}

function totalFeeVote(UniswapV3Pair.Position memory position) pure internal returns (Aggregate memory) {
return Aggregate({
numerator: int112(position.feeVote) * int112(position.liquidity),
denominator: int112(position.liquidity)
});
}

function averageFee(Aggregate memory x) internal pure returns (uint16) {
return uint16(x.numerator / x.denominator);
}
Expand Down
26 changes: 0 additions & 26 deletions contracts/libraries/Position.sol
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This file was deleted.

19 changes: 17 additions & 2 deletions contracts/libraries/SafeMath112.sol → contracts/libraries/SafeMath.sol
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Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,19 @@ pragma solidity >=0.6.8;
// a library for performing overflow-safe math, courtesy of DappHub (https://github.com/dapphub/ds-math)
// and OpenZeppelin (https://github.com/OpenZeppelin/openzeppelin-contracts/blob/master/contracts/math/SignedSafeMath.sol)

library SafeMath112 {
library SafeMath {
function add(uint x, uint y) internal pure returns (uint z) {
require((z = x + y) >= x, "ds-math-add-overflow");
}
function sub(uint x, uint y) internal pure returns (uint z) {
require((z = x - y) <= x, "ds-math-sub-underflow");
}
function mul(uint x, uint y) internal pure returns (uint z) {
require(y == 0 || (z = x * y) / y == x, "ds-math-mul-overflow");
}
}

library SafeMathUint112 {
function add(uint112 x, uint112 y) internal pure returns (uint112 z) {
require((z = x + y) >= x, 'SafeMath: ADD_OVERFLOW');
}
Expand All @@ -20,10 +32,13 @@ library SafeMath112 {

// add an int112 to a uint112
// revert on overflow or if result would be negative
function sadd(uint112 x, int112 y) internal pure returns (uint112) {
// TODO: rename?
function add(uint112 x, int112 y) internal pure returns (uint112) {
return (y >= 0) ? add(x, uint112(y)) : sub(x, uint112(-1 * y));
}
}

library SafeMathInt112 {
function abs(int112 x) internal pure returns (uint112 y) {
return x > 0 ? uint112(x) : uint112(-1 * x);
}
Expand Down

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